NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 49.08 50.30 1.22 2.5% 49.09
High 50.23 50.45 0.22 0.4% 50.54
Low 49.08 46.70 -2.38 -4.8% 46.70
Close 50.11 47.64 -2.47 -4.9% 47.64
Range 1.15 3.75 2.60 226.1% 3.84
ATR 1.53 1.69 0.16 10.4% 0.00
Volume 401,885 649,446 247,561 61.6% 2,550,287
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 59.51 57.33 49.70
R3 55.76 53.58 48.67
R2 52.01 52.01 48.33
R1 49.83 49.83 47.98 49.05
PP 48.26 48.26 48.26 47.87
S1 46.08 46.08 47.30 45.30
S2 44.51 44.51 46.95
S3 40.76 42.33 46.61
S4 37.01 38.58 45.58
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 59.81 57.57 49.75
R3 55.97 53.73 48.70
R2 52.13 52.13 48.34
R1 49.89 49.89 47.99 49.09
PP 48.29 48.29 48.29 47.90
S1 46.05 46.05 47.29 45.25
S2 44.45 44.45 46.94
S3 40.61 42.21 46.58
S4 36.77 38.37 45.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.54 46.70 3.84 8.1% 1.97 4.1% 24% False True 510,057
10 50.54 46.40 4.14 8.7% 1.76 3.7% 30% False False 405,270
20 52.28 46.40 5.88 12.3% 1.55 3.2% 21% False False 281,261
40 52.28 44.12 8.16 17.1% 1.54 3.2% 43% False False 176,761
60 52.28 38.14 14.14 29.7% 1.58 3.3% 67% False False 129,826
80 52.28 38.14 14.14 29.7% 1.53 3.2% 67% False False 103,343
100 52.28 33.98 18.30 38.4% 1.57 3.3% 75% False False 86,821
120 52.28 32.22 20.06 42.1% 1.62 3.4% 77% False False 74,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 143 trading days
Fibonacci Retracements and Extensions
4.250 66.39
2.618 60.27
1.618 56.52
1.000 54.20
0.618 52.77
HIGH 50.45
0.618 49.02
0.500 48.58
0.382 48.13
LOW 46.70
0.618 44.38
1.000 42.95
1.618 40.63
2.618 36.88
4.250 30.76
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 48.58 48.62
PP 48.26 48.29
S1 47.95 47.97

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These figures are updated between 7pm and 10pm EST after a trading day.

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